+160.4%
ASTS vs TWLO
-30.7%
+191.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | +0.8% | +4.5% | -3.7% | -0.7% |
| 30D | -22.6% | -22.1% | -0.5% | -15.5% |
| 3M | -54.4% | -15.3% | -39.1% | -52.4% |
| 6M | -56.4% | +9.7% | -66.1% | -59.8% |
| YTD | -55.1% | +48.5% | -103.6% | -64.9% |
| 1Y | -46.9% | +70.3% | -117.3% | -60.8% |
| 3Y | +715.0% | +261.4% | +453.6% | +314.3% |
| All | +160.4% | -30.7% | +191.0% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling